That transformation trick really only works for multivariate normal,
although there is a similar trick for multivariate t. For other
distributions there are other tricks which
you can find in texts on this subject. But, there is a general solution
for most of these problems: Gibbs sampling. However, I haven't
seen an implementation of that in Mathematica, but I am interested
on working on it.
--
Rodney Sparapani Medical College of Wisconsin
Sr. Biostatistician Patient Care & Outcomes Research (PCOR)
rsparapa at mcw.edu http://www.mcw.edu/pcor
Was 'Name That Tune' rigged? WWLD -- What Would Lombardi Do